+95.4%
JNJ vs WING
+2.4%
+93.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +6.3% | +32.3% | -26.0% | +6.1% |
| 3M | +8.5% | +50.2% | -41.7% | +8.2% |
| 6M | +28.0% | +31.7% | -3.7% | +27.7% |
| YTD | +37.7% | -29.6% | +67.3% | +37.6% |
| 1Y | +47.9% | -29.7% | +77.6% | +47.8% |
| 3Y | +107.4% | -19.8% | +127.2% | +102.3% |
| All | +95.4% | +2.4% | +93.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling